Trading Metrics calculated at close of trading on 04-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,301.00 |
4,349.00 |
48.00 |
1.1% |
4,446.00 |
High |
4,365.75 |
4,362.00 |
-3.75 |
-0.1% |
4,472.00 |
Low |
4,260.00 |
4,267.50 |
7.50 |
0.2% |
4,260.00 |
Close |
4,343.75 |
4,291.25 |
-52.50 |
-1.2% |
4,343.75 |
Range |
105.75 |
94.50 |
-11.25 |
-10.6% |
212.00 |
ATR |
61.38 |
63.74 |
2.37 |
3.9% |
0.00 |
Volume |
2,269,695 |
2,135,338 |
-134,357 |
-5.9% |
10,072,069 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.50 |
4,535.25 |
4,343.25 |
|
R3 |
4,496.00 |
4,440.75 |
4,317.25 |
|
R2 |
4,401.50 |
4,401.50 |
4,308.50 |
|
R1 |
4,346.25 |
4,346.25 |
4,300.00 |
4,326.50 |
PP |
4,307.00 |
4,307.00 |
4,307.00 |
4,297.00 |
S1 |
4,251.75 |
4,251.75 |
4,282.50 |
4,232.00 |
S2 |
4,212.50 |
4,212.50 |
4,274.00 |
|
S3 |
4,118.00 |
4,157.25 |
4,265.25 |
|
S4 |
4,023.50 |
4,062.75 |
4,239.25 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.50 |
4,881.25 |
4,460.25 |
|
R3 |
4,782.50 |
4,669.25 |
4,402.00 |
|
R2 |
4,570.50 |
4,570.50 |
4,382.50 |
|
R1 |
4,457.25 |
4,457.25 |
4,363.25 |
4,408.00 |
PP |
4,358.50 |
4,358.50 |
4,358.50 |
4,334.00 |
S1 |
4,245.25 |
4,245.25 |
4,324.25 |
4,196.00 |
S2 |
4,146.50 |
4,146.50 |
4,305.00 |
|
S3 |
3,934.50 |
4,033.25 |
4,285.50 |
|
S4 |
3,722.50 |
3,821.25 |
4,227.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,442.00 |
4,260.00 |
182.00 |
4.2% |
87.25 |
2.0% |
17% |
False |
False |
2,180,243 |
10 |
4,472.00 |
4,260.00 |
212.00 |
4.9% |
74.75 |
1.7% |
15% |
False |
False |
1,854,569 |
20 |
4,538.50 |
4,260.00 |
278.50 |
6.5% |
65.50 |
1.5% |
11% |
False |
False |
1,676,124 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.5% |
50.50 |
1.2% |
11% |
False |
False |
842,360 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.6% |
47.50 |
1.1% |
24% |
False |
False |
562,344 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.8% |
45.25 |
1.1% |
41% |
False |
False |
422,035 |
100 |
4,539.50 |
4,011.25 |
528.25 |
12.3% |
45.00 |
1.1% |
53% |
False |
False |
337,661 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.3% |
45.00 |
1.0% |
53% |
False |
False |
281,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,763.50 |
2.618 |
4,609.50 |
1.618 |
4,515.00 |
1.000 |
4,456.50 |
0.618 |
4,420.50 |
HIGH |
4,362.00 |
0.618 |
4,326.00 |
0.500 |
4,314.75 |
0.382 |
4,303.50 |
LOW |
4,267.50 |
0.618 |
4,209.00 |
1.000 |
4,173.00 |
1.618 |
4,114.50 |
2.618 |
4,020.00 |
4.250 |
3,866.00 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,314.75 |
4,324.50 |
PP |
4,307.00 |
4,313.50 |
S1 |
4,299.00 |
4,302.25 |
|